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ZKB Barrier Reverse Convertible on worst of
Accenture PLC/Cap Gemini SA

ISIN: CH1303972298 Security: 130397229 Symbol: n.a. Life cycle
redeemed

Bid Price 104.73%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 450'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 12:19:45

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Accenture Nn.v330.275USD330.28
(100.00%)
7.50%198.165
(60.00%)
44.50%n.a.
Cap Geminin.v178.925EUR178.93
(100.00%)
-16.94%107.355
(60.00%)
29.83%n.a.

Reference data

ISIN CH1303972298
Security 130397229
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.17

Coupon

Coupon (Coupon p.a.)10.02% (10.02% )
Coupon paymentguaranteed
Interest portion p.a.3.74%
Premium portion p.a.6.28%
Coupon date28.11.2024
Day count convention30/360 (German), modified following
Accrued coupon4.93%

Life cycle

Issue price100.00%
Initial fixing date21.11.2023
Payment day28.11.2023
First trading day28.11.2023
Last trading day21.11.2024
Final fixing day21.11.2024
Redemption date28.11.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term0
Issue amount450'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -14.49%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketNo
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.74%
Cash value of fixed income investment upon issue96.39%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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